+478.6%
SOXL vs DHR
-7.0%
+485.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +3.9% | -3.6% | +7.5% | +7.4% |
| 30D | -14.3% | -2.7% | -11.6% | -12.5% |
| 3M | -45.6% | +10.9% | -56.5% | -55.4% |
| 6M | +117.2% | +3.0% | +114.2% | +91.9% |
| YTD | +189.8% | -12.2% | +202.0% | +218.0% |
| 1Y | +317.7% | +3.3% | +314.4% | +253.6% |
| 3Y | +478.6% | -8.2% | +486.8% | +429.0% |
| All | +478.6% | -7.0% | +485.7% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling